UC WAR. CALL 12/25 NOT/ DE000HD70FH1 /
| 10/15/2024 9:46:47 PM | Chg.0.0000 | Bid9:59:38 PM | Ask9:59:38 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1300EUR | 0.00% | 0.1100 Bid Size: 15,000 |
0.1400 Ask Size: 15,000 |
NOVARTIS N | 125.00 CHF | 12/17/2025 | Call |
Master data
| WKN: | HD70FH |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NOVARTIS N |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 125.00 CHF |
| Maturity: | 12/17/2025 |
| Issue date: | 7/8/2024 |
| Last trading day: | 12/16/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 70.59 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.19 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.16 |
| Historic volatility: | 0.18 |
| Parity: | -2.70 |
| Time value: | 0.15 |
| Break-even: | 134.34 |
| Moneyness: | 0.80 |
| Premium: | 0.27 |
| Premium p.a.: | 0.23 |
| Spread abs.: | 0.03 |
| Spread %: | 25.00% |
| Delta: | 0.16 |
| Theta: | -0.01 |
| Omega: | 11.56 |
| Rho: | 0.19 |
Quote data
| Open: | 0.1200 |
|---|---|
| High: | 0.1300 |
| Low: | 0.1200 |
| Previous Close: | 0.1300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +30.00% | ||
|---|---|---|---|
| 1 Month | +8.33% | ||
| 3 Months | -18.75% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1300 | 0.1000 |
|---|---|---|
| 1M High / 1M Low: | 0.1300 | 0.0900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1180 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1086 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 110.61% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
